VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 424,170
COMMITMENTS
85,235 189,519 73,213 234,971 133,353 393,419 396,085 30,751 28,085
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -1,180)
-9,388 6,834 9,607 -727 -11,389 -508 5,052 -672 -6,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 44.7 17.3 55.4 31.4 92.8 93.4 7.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
68 62 75 41 36 150 145
Updated February 1, 2013